+58.5%
AMAT vs TRU
+3.5%
+55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +12.1% |
| 7D | -1.1% | +4.9% | -6.0% | +0.4% |
| 30D | -26.9% | +26.9% | -53.8% | -21.6% |
| 3M | -31.2% | +4.0% | -35.2% | -29.4% |
| 6M | -14.7% | +15.8% | -30.5% | -10.7% |
| YTD | +44.7% | -2.6% | +47.3% | +52.9% |
| All | +58.5% | +3.5% | +55.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling